SR Investment Partners
Quantitative Researcher – Statistical Arbitrage (US Cash Equities)
SR Investment Partners, New York, New York, us, 10261
Quantitative Researcher – Statistical Arbitrage (US Cash Equities)
Get AI-powered advice on this job and more exclusive features.
Direct message the job poster from SR Investment Partners
CEO at S.R. Investment Partners Global - Europe, Americas, ASIA & Middle East Location:
Greenwich, Connecticut (45 mins from NYC — easy train commute)
Employer:
Top Global Hedge Fund (40+ years of consistent profitability)
Join a top-performing global hedge fund building its next wave of systematic talent in Greenwich
About the Firm Join one of the most successful and longest-standing hedge funds in the world, with a 40+ year track record of consistent high returns and low turnover. The firm is known for its deep quantitative research culture, disciplined systematic approach, and entrepreneurial environment.
Having expanded across equities, credit, and high-yield, the firm is now building depth in its US cash equities stat arb strategies — an exciting time to join a high-growth, globally respected team.
The Role We are seeking a Junior Quantitative Researcher to join the Statistical Arbitrage – US Cash Equities team.
This is a hands-on research position where you’ll explore market inefficiencies, develop alpha signals, and contribute to strategy enhancement within a collaborative, data-driven environment.
The role suits someone who is technically strong, highly curious, and ambitious — someone who loves discovering new ideas and pushing systematic investing forward.
Key Responsibilities
Develop, test, and enhance
systematic trading signals
in US cash equities.
Conduct
data-driven research
on market behaviour, factor interactions, and portfolio performance.
Collaborate with PMs, data scientists, and technologists to deploy models efficiently.
Evaluate strategy performance, perform
backtesting , and optimize signal pipelines.
Stay on top of
market microstructure
and new data sources for potential alpha opportunities.
Ideal Profile
2–4 years of experience
in quantitative research, trading, or data science within a leading firm.
Strong foundation in
Mathematics, Computer Science, Physics, or Engineering .
Proficiency in
Python ,
C++ , or similar for research and signal development.
Experience or strong exposure to
systematic investing ,
stat arb , or
equity modelling .
Analytical depth and creativity
— able to translate raw data into meaningful alpha.
Hungry spirit:
ambitious, proactive, and eager to make an impact in a high-performance environment.
Comfortable communicating research ideas clearly to technical and non-technical audiences.
(PhD is a plus but not required; MBA or similar postgrad showing long-term commitment is valued.)
Why Join ✅ Work with a
top-tier global hedge fund
known for excellence, innovation, and career growth.
✅ Learn directly from senior PMs and researchers with outstanding track records.
✅ Enjoy a
stable yet entrepreneurial
culture — results‑driven but collaborative.
✅ Competitive compensation and opportunity to grow within a profitable, expanding firm.
✅ Flexible hybrid setup (2 days remote + Fridays optional from home).
REFER A FRIEND If you're interested in this opportunity, forward your CV ASAP. Alternatively, if you would like to know more information or have a confidential discussion please get in touch with
Shanaz Rob
- call on +44 (0)203 603 4474 or shanaz.rob@srinvestmentpartners.com for more details
Follow our page for updates https://www.linkedin.com/company/srinvestmentpartners
Seniority Level Associate
Employment Type Full-time
Job Function Finance, Engineering, and Consulting
Industries Investment Management, Investment Banking, and Financial Services
#J-18808-Ljbffr
Direct message the job poster from SR Investment Partners
CEO at S.R. Investment Partners Global - Europe, Americas, ASIA & Middle East Location:
Greenwich, Connecticut (45 mins from NYC — easy train commute)
Employer:
Top Global Hedge Fund (40+ years of consistent profitability)
Join a top-performing global hedge fund building its next wave of systematic talent in Greenwich
About the Firm Join one of the most successful and longest-standing hedge funds in the world, with a 40+ year track record of consistent high returns and low turnover. The firm is known for its deep quantitative research culture, disciplined systematic approach, and entrepreneurial environment.
Having expanded across equities, credit, and high-yield, the firm is now building depth in its US cash equities stat arb strategies — an exciting time to join a high-growth, globally respected team.
The Role We are seeking a Junior Quantitative Researcher to join the Statistical Arbitrage – US Cash Equities team.
This is a hands-on research position where you’ll explore market inefficiencies, develop alpha signals, and contribute to strategy enhancement within a collaborative, data-driven environment.
The role suits someone who is technically strong, highly curious, and ambitious — someone who loves discovering new ideas and pushing systematic investing forward.
Key Responsibilities
Develop, test, and enhance
systematic trading signals
in US cash equities.
Conduct
data-driven research
on market behaviour, factor interactions, and portfolio performance.
Collaborate with PMs, data scientists, and technologists to deploy models efficiently.
Evaluate strategy performance, perform
backtesting , and optimize signal pipelines.
Stay on top of
market microstructure
and new data sources for potential alpha opportunities.
Ideal Profile
2–4 years of experience
in quantitative research, trading, or data science within a leading firm.
Strong foundation in
Mathematics, Computer Science, Physics, or Engineering .
Proficiency in
Python ,
C++ , or similar for research and signal development.
Experience or strong exposure to
systematic investing ,
stat arb , or
equity modelling .
Analytical depth and creativity
— able to translate raw data into meaningful alpha.
Hungry spirit:
ambitious, proactive, and eager to make an impact in a high-performance environment.
Comfortable communicating research ideas clearly to technical and non-technical audiences.
(PhD is a plus but not required; MBA or similar postgrad showing long-term commitment is valued.)
Why Join ✅ Work with a
top-tier global hedge fund
known for excellence, innovation, and career growth.
✅ Learn directly from senior PMs and researchers with outstanding track records.
✅ Enjoy a
stable yet entrepreneurial
culture — results‑driven but collaborative.
✅ Competitive compensation and opportunity to grow within a profitable, expanding firm.
✅ Flexible hybrid setup (2 days remote + Fridays optional from home).
REFER A FRIEND If you're interested in this opportunity, forward your CV ASAP. Alternatively, if you would like to know more information or have a confidential discussion please get in touch with
Shanaz Rob
- call on +44 (0)203 603 4474 or shanaz.rob@srinvestmentpartners.com for more details
Follow our page for updates https://www.linkedin.com/company/srinvestmentpartners
Seniority Level Associate
Employment Type Full-time
Job Function Finance, Engineering, and Consulting
Industries Investment Management, Investment Banking, and Financial Services
#J-18808-Ljbffr